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Bond markets, analysis, and strategies
Author
Title
Bond markets, analysis, and strategies / Frank J. Fabozzi.
ISBN
9780136078975
0136078974
Edition
7th ed.
Published
Boston : Pearson, c2010.
Physical Description
xiii, 778 p. : ill. ; 26 cm.
Format
Books
Language
English
Added to Catalog
March 10, 2009
Bibliography
Includes bibliographical references and index.
Contents
Pricing of bonds
Measuring yield
Bond price volatility
Factors affecting bond yields and the term structure of interest rates
Treasury and agency securities
Corporate debt instruments
Municipal securities
Non-U.S. bonds
Residential mortgage loans
Agency mortgage pass-through securities
Agency collateralized mortgage obligations and stripped mortgage-backed securities
Nonagency residential mortgage-backed securities
Commercial mortgage loans and commercial mortgage-backed securities
Asset-backed securities
Collateralized debt obligations
Interest-rate models
Analysis of bonds embedded options
Analysis of residential mortgage-backed securities
Analysis of convertible bonds
Corporate bond credit analysis
Credit risk modeling
Active bond portfolio management strategies
Indexing
Liability-driven strategies
Bond performance measurement and evaluation
Interest-rate futures contracts
Interest-rate options
Interest-rate swaps, caps, and floors
Credit derivatives.
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